| Trading Metrics calculated at close of trading on 14-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2014 |
14-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
3,075.0 |
2,998.0 |
-77.0 |
-2.5% |
3,101.0 |
| High |
3,079.0 |
3,016.0 |
-63.0 |
-2.0% |
3,128.0 |
| Low |
2,990.0 |
2,970.0 |
-20.0 |
-0.7% |
2,970.0 |
| Close |
3,023.0 |
3,003.0 |
-20.0 |
-0.7% |
3,003.0 |
| Range |
89.0 |
46.0 |
-43.0 |
-48.3% |
158.0 |
| ATR |
50.3 |
50.5 |
0.2 |
0.4% |
0.0 |
| Volume |
2,037,370 |
1,542,819 |
-494,551 |
-24.3% |
7,276,590 |
|
| Daily Pivots for day following 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,134.3 |
3,114.7 |
3,028.3 |
|
| R3 |
3,088.3 |
3,068.7 |
3,015.7 |
|
| R2 |
3,042.3 |
3,042.3 |
3,011.4 |
|
| R1 |
3,022.7 |
3,022.7 |
3,007.2 |
3,032.5 |
| PP |
2,996.3 |
2,996.3 |
2,996.3 |
3,001.3 |
| S1 |
2,976.7 |
2,976.7 |
2,998.8 |
2,986.5 |
| S2 |
2,950.3 |
2,950.3 |
2,994.6 |
|
| S3 |
2,904.3 |
2,930.7 |
2,990.4 |
|
| S4 |
2,858.3 |
2,884.7 |
2,977.7 |
|
|
| Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,507.7 |
3,413.3 |
3,089.9 |
|
| R3 |
3,349.7 |
3,255.3 |
3,046.5 |
|
| R2 |
3,191.7 |
3,191.7 |
3,032.0 |
|
| R1 |
3,097.3 |
3,097.3 |
3,017.5 |
3,065.5 |
| PP |
3,033.7 |
3,033.7 |
3,033.7 |
3,017.8 |
| S1 |
2,939.3 |
2,939.3 |
2,988.5 |
2,907.5 |
| S2 |
2,875.7 |
2,875.7 |
2,974.0 |
|
| S3 |
2,717.7 |
2,781.3 |
2,959.6 |
|
| S4 |
2,559.7 |
2,623.3 |
2,916.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,128.0 |
2,970.0 |
158.0 |
5.3% |
53.6 |
1.8% |
21% |
False |
True |
1,455,318 |
| 10 |
3,160.0 |
2,970.0 |
190.0 |
6.3% |
49.8 |
1.7% |
17% |
False |
True |
1,247,004 |
| 20 |
3,164.0 |
2,970.0 |
194.0 |
6.5% |
43.1 |
1.4% |
17% |
False |
True |
1,093,238 |
| 40 |
3,176.0 |
2,933.0 |
243.0 |
8.1% |
48.4 |
1.6% |
29% |
False |
False |
1,102,164 |
| 60 |
3,178.0 |
2,910.0 |
268.0 |
8.9% |
45.6 |
1.5% |
35% |
False |
False |
978,397 |
| 80 |
3,178.0 |
2,910.0 |
268.0 |
8.9% |
42.6 |
1.4% |
35% |
False |
False |
750,216 |
| 100 |
3,178.0 |
2,910.0 |
268.0 |
8.9% |
40.4 |
1.3% |
35% |
False |
False |
600,484 |
| 120 |
3,178.0 |
2,857.0 |
321.0 |
10.7% |
38.5 |
1.3% |
45% |
False |
False |
500,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,211.5 |
|
2.618 |
3,136.4 |
|
1.618 |
3,090.4 |
|
1.000 |
3,062.0 |
|
0.618 |
3,044.4 |
|
HIGH |
3,016.0 |
|
0.618 |
2,998.4 |
|
0.500 |
2,993.0 |
|
0.382 |
2,987.6 |
|
LOW |
2,970.0 |
|
0.618 |
2,941.6 |
|
1.000 |
2,924.0 |
|
1.618 |
2,895.6 |
|
2.618 |
2,849.6 |
|
4.250 |
2,774.5 |
|
|
| Fisher Pivots for day following 14-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,999.7 |
3,025.5 |
| PP |
2,996.3 |
3,018.0 |
| S1 |
2,993.0 |
3,010.5 |
|